140.776 Statistical Computing

(2009)

 

Instructor

Hongkai Ji

 

Contact

Office: 615 N. Wolfe St., Rm. E3638

Office Phone: 410-955-3517

Email: hji@jhsph.edu

 

Teaching assistant

Simina M. Boca

Office: 615 N. Wolfe St., Rm. E

Office hours: TBA

 

Class times

Tuesday 1:30 - 2:50pm

Thursday 1:30 - 2:50pm

 

Location

Wolfe W3030

 

Syllabus

[PDF]

 

Lecture materials

1. Introduction to Statistical Computing and R

2. R: Data Types and Manipulation

3. R: Import and export data, graphics

4. R: Programming, writing functions

5. R: Debugging

6. R: Statistical functions

7. LaTeX (by Rob Scharpf)

              outline.pdf, outline.tex, example1.pdf, example1.tex, mybib.bib

8. Introduction to Monte Carlo

9. Dynamic Programming and Hidden Markov Models

10. Linear Regression (No slides, use blackboard)

11. R: Building R packages (by Ingo Ruczinski)

             read

             1. tutorial by Fritz Leisch (discussed in detail in class)

             2. help desk by Uwe Ligges

             3. http://cran.r-project.org/doc/manuals/R-exts.pdf

12. Linear Regression cont. (No slides)

13. C: Basics

14. C: Advanced

15. R/C Interface

16. MATLAB

 

Homework

Homework Grading Policies: PDF

Homework1 (Due Thur, Sept 10.): HW1, HW1_Data

Homework2 (Due Tues, Sept 22.): HW2

Homework3 (Due Tues, Oct 6.): HW3, hmmdata, sadata

Homework4 (Note: Due date is Thur, Oct 15, instead of Oct 13): HW4, data

Homework5 (Due Fri, Oct 23): HW5, data